S&P GSCI Wheat Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:20.72% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0264 | 19.33 | |
| 0.0583 | 24.61 | |
| 0.9450 | 656.73 | |
| -0.0252 | -6.77 |
Estimation Period:
Jan 2, 1990 to Dec 5, 2025
Jan 2, 1990 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
Other S&P GSCI Wheat Index Analyses
Other GJR-GARCH Analyses on Commodities